BNP Paribas Call 45 8GM 21.03.2025
/ DE000PC9XD57
BNP Paribas Call 45 8GM 21.03.202.../ DE000PC9XD57 /
| 23/01/2025 21:55:24 |
Chg.+0.130 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+15.85% |
0.950
Bid Size: 24,000 |
0.960
Ask Size: 24,000 |
GENERAL MOTORS D... |
45.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
PC9XD5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.30 |
| Parity: |
0.57 |
| Time value: |
0.27 |
| Break-even: |
53.40 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
4.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.820 |
| High: |
0.960 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.68% |
| 1 Month |
|
|
+10.47% |
| 3 Months |
|
|
+5.56% |
| YTD |
|
|
-3.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.690 |
| 1M High / 1M Low: |
1.010 |
0.630 |
| 6M High / 6M Low: |
1.590 |
0.250 |
| High (YTD): |
23/01/2025 |
0.950 |
| Low (YTD): |
13/01/2025 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.728 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.97% |
| Volatility 6M: |
|
176.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |